-12.5%
PEP vs SNY
+4.3%
-16.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.2% |
| 7D | +0.1% | -2.7% | +2.8% | +0.8% |
| 30D | +0.7% | -0.7% | +1.3% | +0.8% |
| 3M | -0.5% | -1.6% | +1.1% | -0.1% |
| All | -12.5% | +4.3% | -16.8% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling